-44.7%
SFM vs FIGR
+6.3%
-51.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.4% | -12.9% | -6.6% |
| 7D | -5.8% | +13.5% | -19.4% | -6.0% |
| 30D | -11.4% | +33.7% | -45.1% | -11.8% |
| 3M | -12.2% | +37.3% | -49.5% | -12.8% |
| 6M | -5.2% | +25.5% | -30.7% | -6.1% |
| YTD | -4.5% | -6.3% | +1.8% | -5.7% |
| All | -44.7% | +6.3% | -51.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling